Not sure if this URL is supported, but the error message doesn’t look quite right, nor clear as to what the problem is from a user’s perspective:

$ yle-dl 'https://yle.fi/aihe/artikkeli/2013/04/11/aanien-illoissa-kuunnellaan-kadonneitakin-aania'
yle-dl 2.37: Download media files from Yle Areena and Elävä Arkisto
Copyright (C) 2009-2018 Antti Ajanki <antti.ajanki@iki.fi>, license: GPLv3

Traceback (most recent call last):
  File "/usr/local/bin/yle-dl", line 11, in <module>
    load_entry_point('yle-dl==2.37', 'console_scripts', 'yle-dl')()
  File "build/bdist.linux-x86_64/egg/yledl/yledl.py", line 377, in main
  File "build/bdist.linux-x86_64/egg/yledl/yledl.py", line 252, in download
  File "build/bdist.linux-x86_64/egg/yledl/extractors.py", line 543, in extract
  File "build/bdist.linux-x86_64/egg/yledl/extractors.py", line 736, in extract_clip
  File "build/bdist.linux-x86_64/egg/yledl/extractors.py", line 983, in program_info_for_pid
  File "build/bdist.linux-x86_64/egg/yledl/extractors.py", line 791, in media_flavors
  File "build/bdist.linux-x86_64/egg/yledl/extractors.py", line 875, in download_flavors
  File "build/bdist.linux-x86_64/egg/yledl/backends.py", line 499, in __init__
  File "build/bdist.linux-x86_64/egg/yledl/backends.py", line 40, in __init__
AttributeError: 'NoneType' object has no attribute 'startswith'